+27.4%
WMT vs LEN
-21.9%
+49.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +2.4% |
| 7D | +8.8% | +10.5% | -1.7% | +7.2% |
| 30D | +22.9% | +24.6% | -1.7% | +19.3% |
| 3M | +16.1% | +6.6% | +9.4% | +14.6% |
| 6M | -0.5% | +10.6% | -11.1% | -2.6% |
| YTD | +16.7% | -8.3% | +25.0% | +17.9% |
| 1Y | +27.4% | -22.5% | +49.9% | +30.5% |
| All | +27.4% | -21.9% | +49.2% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling